Takeda Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.77% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 14.70 | |
| 0.0356 | 12.63 | |
| 0.9373 | 336.32 | |
| 0.0171 | 3.12 |
Estimation Period:
Jun 26, 2009 to Feb 6, 2026
Jun 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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